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Effect of frailty on marginal regression estimates in survival.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

  • R. Henderson
  • J. P. Oman
<mark>Journal publication date</mark>1999
<mark>Journal</mark>Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Issue number2
Number of pages14
Pages (from-to)367-380
Publication StatusPublished
<mark>Original language</mark>English


Unexplained heterogeneity in univariate survival data and association in multivariate survival can both be modelled by the inclusion of frailty effects. This paper investigates the consequences of ignoring frailty in analysis, fitting misspecified Cox proportional hazards models to the marginal distributions. Regression coefficients are biased towards 0 by an amount which depends in magnitude on the variability of the frailty terms and the form of frailty distribution. The bias is reduced when censoring is present. Fitted marginal survival curves can also differ substantially from the true marginals.